Time-frame lag in strategy

[NinjaTrader_DaveI]

You got it -- I'm glad to hear that you've found the cause.

[ShruggedAtlas]

Update to timeframe lag issue

I have tested my strategy and discovered that In a multi-timeframe strategy, I cannot get current data on the longer time series. The chart is 1 minute but any indicator data from the 150 minute series is invisible to BarsInProgress 0.

In my case I'm trying to use an adapted RSI on the 150 minute series to determine a longer term trend and then waiting for conditions on the shorter time series. Unfortunately the 150 minute info is update every 150 minutes and not seen in real time so my strategy can have incorrect information for up to 150 minutes.

Back to the original issue....does anyone have an approach that allows my strategy to be more responsive? I can't afford to have my strategy look for shorts when I should be going long for as long as 150 minutes!

[NinjaTrader_DaveI]

Hello,

It sounds like this may be one of the rare instances in which CalculateOnBarClose = False would be appropriate. If you set this to False, it will consume more CPU resources, but it will give you the benefit of performing calculations on each incoming tick, rather than once at the close of each bar.

Can you try adding CalculateOnBarClose = False into Initialize(), then making sure that it is set to False in the Strategies window as well, and see if you see the same result?

[ShruggedAtlas]

I'll try that and update results here. thanks!!

That idea solved the problem of delay...however, I'll need to study this carefully because there is the posability that I might get premature entries. I may have to code some safeguards....I'll test.

Thanks for the suggestion!